Analysis run in : 2024-08-24 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -111,202 | -59,258 | -1.466336 | -0.385480 |
| 1 | equities | 1170E1 | VIX FUTURES | -24,592 | -4,330 | 1.812103 | 1.454551 |
| 2 | equities | 239742 | RUSSELL E-MINI | -28,507 | -14,921 | 0.654588 | 0.354709 |
| 3 | equities | 12460+ | DJIA Consolidated | 6,739 | 5,488 | -0.254031 | -0.738504 |
| 4 | equities | 209742 | NASDAQ MINI | 13,195 | 886 | 1.132812 | 0.901094 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -2,391 | -2,316 | 0.375120 | 0.307488 |
| 6 | rates | 043602 | UST 10Y NOTE | -864,483 | -133,497 | -1.918583 | -2.389952 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,740,785 | -53,397 | -1.744915 | -1.781826 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,155,491 | -46,338 | -0.151475 | -0.827724 |
| 9 | rates | 020601 | UST BOND | -7,353 | 5,723 | 0.527432 | 0.719379 |
| 10 | rates | 045601 | FED FUNDS | -136,512 | -45,221 | -0.546186 | -0.529689 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 17,594 | -943 | 0.639823 | 1.266768 |
| 13 | currencies | 097741 | JAPANESE YEN | 22,770 | -284 | 1.842634 | 2.638613 |
| 14 | currencies | 099741 | EURO FX | 79,979 | 35,079 | 1.713290 | 1.617139 |
| 15 | currencies | 096742 | BRITISH POUND | 75,560 | 23,620 | 0.136642 | 0.645380 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -37,253 | 4,927 | -0.206298 | 0.671225 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -164,939 | 15,504 | -0.751043 | -1.259258 |
| 18 | currencies | 095741 | MEXICAN PESO | 35,310 | -15,387 | -1.327165 | -1.897992 |
| 19 | currencies | 112741 | NZ DOLLAR | -13,769 | 1,855 | -1.202986 | -1.063270 |
| 20 | currencies | 092741 | SWISS FRANC | -26,896 | -4,221 | 1.345135 | 0.610332 |
| 21 | commodities | 133741 | BITCOIN | -432 | -659 | 0.541659 | 0.597927 |
| 22 | commodities | 06765T | BRENT LAST DAY | -18,526 | -973 | 0.291195 | 0.406462 |
| 23 | commodities | 088691 | GOLD | 299,784 | 24,563 | 2.234531 | 1.871264 |
| 24 | commodities | 085692 | COPPER- #1 | 17,634 | 3,838 | -1.368504 | -0.773237 |
| 25 | commodities | 023651 | NAT GAS NYME | -81,839 | 555 | 0.782942 | 1.147976 |
| 26 | commodities | 111659 | GASOLINE RBOB | 18,601 | 3,657 | -1.283525 | -1.555937 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 9,701 | 191 | -1.132019 | -0.663288 |
| 28 | commodities | 084691 | SILVER | 44,363 | 5,918 | -0.708780 | -0.151719 |
| 29 | commodities | 076651 | PLATINUM | 13,223 | 3,294 | -0.792857 | -0.240555 |
| 30 | commodities | 002602 | CORN | -178,131 | -3,473 | 0.041259 | 0.085026 |
| 31 | commodities | 005602 | SOYBEANS | -177,385 | -6,165 | -0.824150 | -0.768780 |
| 32 | commodities | 001602 | WHEAT-SRW | -34,142 | 14,436 | 0.499311 | 0.615585 |
| 33 | commodities | 001612 | WHEAT-HRW | -27,033 | -3,472 | -0.478897 | -0.104911 |
| 34 | commodities | 057642 | LIVE CATTLE | 64,711 | -2,028 | -1.822437 | -1.339035 |
| 35 | commodities | 054642 | LEAN HOGS | 18,631 | 5,253 | -0.036689 | -0.874393 |
| 36 | commodities | 080732 | SUGAR NO. 11 | -9,275 | -20,234 | -0.751434 | -1.123917 |
| 37 | commodities | 033661 | COTTON NO. 2 | -39,097 | -2,955 | -1.382980 | -1.163985 |
| 38 | commodities | 083731 | COFFEE C | 64,163 | 5,733 | -0.305393 | 0.088122 |
| 39 | commodities | 073732 | COCOA | 21,163 | -68 | 0.116197 | -0.317083 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 3,355 | 720 | -0.544374 | 0.366791 |
Plotting plotly¶
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